Access Statistics for Owain ap Gwilym

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
In search of concepts: The effects of speculative demand on returns and volume 0 0 7 41 0 0 7 95
Size clustering in the FTSE-100 index futures market 0 0 0 0 0 0 3 8
Sovereign Ratings and Migrations: Emerging Markets 1 2 4 23 2 4 9 75
The Extent and Causes of Sovereign Split Ratings 0 2 4 20 0 2 4 73
The Impact of Sovereign Credit Signals on Bank Share Prices during the European Sovereign Debt Crisis 0 1 10 133 1 8 33 275
The characteristics and evolution of credit default swap trading 0 0 0 0 1 2 7 15
The determinants of CDS Bid-Ask Spreads 0 0 0 0 0 0 2 8
Volatility transmission among the CDS, equity, and bond markets 0 0 0 0 0 4 8 12
Total Working Papers 1 5 25 217 4 20 73 561


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A random effects ordered probit model for rating migrations 0 1 7 85 0 2 13 195
A substitution effect between price clustering and size clustering in credit default swaps 0 0 0 4 0 1 2 32
An analysis of bid-ask spreads on American-and European-style index options 0 0 1 32 0 0 3 159
An empirical comparison of quoted and implied bid-ask spreads on futures contracts 0 0 0 55 0 0 4 222
Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading 0 0 1 1 0 0 5 17
Dividend Stability, Dividend Yield and Stock Returns: UK Evidence 0 0 0 102 1 2 2 307
Dividend Stability, Dividend Yield and Stock Returns: UK Evidence 0 1 2 4 1 4 6 172
Does sovereign creditworthiness affect bank valuations in emerging markets? 2 2 5 10 3 6 14 48
Foreign exchange market reactions to sovereign credit news 0 1 9 86 4 9 30 286
Forward/forward volatilities and the term structure of implied volatility 0 1 1 185 0 1 5 368
Fractional versus decimal pricing: Evidence from the UK Long Gilt futures market 0 0 1 1 0 1 2 8
Heterogeneity of sovereign rating migrations in emerging countries 0 1 4 55 1 4 14 199
Intraday Empirical Regularities in Interest Rate and Equity Index Futures Markets, and the Effect of Macroeconomic Announcements 0 0 0 3 0 0 0 76
Intra‐day volatility components in FTSE‐100 stock index futures 0 0 0 0 0 2 5 12
Leads and lags in sovereign credit ratings 0 6 16 213 2 10 36 464
Market Impact under a New Regulatory Regime: Credit Rating Agencies in Europe 0 0 0 3 0 1 2 12
Market structure and microstructure, in international interest rate futures markets 0 1 1 46 0 4 7 146
Microstructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU 0 0 1 44 0 0 3 127
Open interest, cross listing, and information shocks 0 0 0 0 0 0 0 10
Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level 0 0 0 0 1 1 4 66
Price clustering and bid-ask spreads in international bond futures 0 0 1 43 0 0 3 143
Price clustering and underpricing in the IPO aftermarket 0 0 0 29 1 1 2 161
Prospective utility and time-varying optimal asset allocation for the UK: 1803-1995 0 0 0 33 0 0 1 108
Rating agencies' credit signals: An analysis of sovereign watch and outlook 0 1 4 52 0 3 16 172
Rating agencies’ signals during the European sovereign debt crisis: Market impact and spillovers 0 0 10 205 3 10 43 556
Return reversals and the compass rose: insights from high frequency options data 0 0 0 12 2 2 3 74
Size clustering in the FTSE100 index futures market 0 0 0 0 0 0 0 5
Sovereign rating actions and the implied volatility of stock index options 0 1 2 12 1 4 10 43
Speculate against speculative demand 0 0 0 7 2 2 7 41
Split sovereign ratings and rating migrations in emerging economies 0 0 1 44 0 1 6 168
Structural changes, bid-ask spread composition and tick size in inter-bank futures trading 0 0 0 14 1 1 5 90
Tests of Non-linearity Using LIFFE Futures Transactions Price Data 0 0 0 20 0 0 0 55
The Causes and Extent of Split Sovereign Credit Ratings in Emerging Markets 0 3 3 32 0 3 5 87
The Causes and Extent of Split Sovereign Credit Ratings in Emerging Markets 0 2 3 4 0 2 6 9
The Components of Electronic Inter-Dealer Spot FX Bid-Ask Spreads 0 0 3 32 0 1 4 109
The Impact of a Premium‐Based Tick Size on Equity Option Liquidity 0 0 0 0 0 1 3 6
The Role of Payout Ratio in the Relationship Between Stock Returns and Dividend Yield 0 0 1 104 0 0 2 257
The bid‐ask spread on stock index options: An ordered probit analysis 0 0 0 0 0 0 0 7
The credit signals that matter most for sovereign bond spreads with split rating 0 2 4 23 1 9 16 64
The determinants of trading volume for cross-listed Euribor futures contracts 0 0 1 79 0 0 6 298
The impact of sovereign rating actions on bank ratings in emerging markets 1 6 14 122 4 12 34 435
The intraday relationship between volume and volatility in LIFFE futures markets 0 0 1 95 1 2 5 288
The lead-lag relationship between the FTSE100 stock index and its derivative contracts 1 1 9 225 1 7 35 1,068
The role of private information in return volatility, bid-ask spreads and price levels in the foreign exchange market 0 1 2 60 1 3 8 162
The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis 0 0 7 53 0 7 34 181
Trade size clustering and the cost of trading at the London Stock Exchange 1 1 2 7 1 1 4 46
Volatility forecasting in the framework of the option expiry cycle 2 2 7 138 2 3 12 426
Total Journal Articles 7 34 124 2,374 34 123 427 7,985


Statistics updated 2017-10-05